+81.9%
META vs TMUS
+38.7%
+43.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.7% |
| 7D | -0.8% | +3.6% | -4.3% | -1.3% |
| 30D | -15.4% | -3.4% | -12.0% | -15.2% |
| 3M | +3.5% | -9.5% | +13.0% | +4.8% |
| 6M | -0.3% | -15.2% | +14.9% | +1.9% |
| YTD | -7.3% | -18.9% | +11.6% | -5.1% |
| 1Y | -1.1% | -17.7% | +16.6% | +1.0% |
| 3Y | +95.1% | +15.6% | +79.4% | +74.1% |
| All | +81.9% | +38.7% | +43.2% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TMUS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling